Capital adequacy and credit risk in bank loan portfolios : a default model that relates capital adequacy to credit risk, measures concentration risk, and obtains single obligor limits

Authors
Diez-Canedo, Javier Marquez
Citation
Javier Marquez Diez-Canedo, Capital adequacy and credit risk in bank loan portfolios : a default model that relates capital adequacy to credit risk, measures concentration risk, and obtains single obligor limits, Economia, società e istituzioni, 14(1), 2002, pp. 1-51
Journal title
Economia, società e istituzioni
ISSN journal
15939456 → ACNP
Volume
14
Issue
1
Year of publication
2002
Pages
1 - 51
Database
ESSPER
SICI code
1593-9456(2002)14:1<1:CAACRI>2.0.ZU;2-F